I think you should use photoshop for this you're able to do it in sony vegas but it would be 10 times quicker in photoshop
here's how to do it:
Make a new file and just place any type of text e.g.
Next double click on your text layer and a small menu will pop up:
Then checkmark the 'Gradient Overlay':
Now if you double click the color beside 'Gradient' a menu will pop up then, click on either ends of those 4 small color bars and a color option menu will pop up:
Pick your colors and your done ^^ and to add more of a dramatic look just add a stroke you should end up something like this: